Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing with the Inventory Risk. A solution to the market making problem 1 5 22 71 5 19 65 174
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 1 2 24 43 2 9 52 69
General Intensity Shapes in Optimal Liquidation 0 1 3 23 1 3 13 68
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 1 1 14 37 2 2 32 63
Optimal Portfolio Liquidation with Limit Orders 0 0 3 56 1 4 17 134
Optimal algorithmic trading and market microstructure 1 5 21 152 2 6 37 203
Optimal posting price of limit orders: learning by trading 0 1 7 44 0 1 11 121
Optimal split of orders across liquidity pools: a stochastic algorithm approach 1 1 2 31 1 2 6 50
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 3 82 1 2 11 148
Optimal starting times, stopping times and risk measures for algorithmic trading 0 0 7 47 2 6 25 101
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 1 1 4 44 1 1 9 61
Optimal trading algorithms and selfsimilar processes: a p-variation approach 2 6 8 46 0 1 7 101
Realtime market microstructure analysis: online Transaction Cost Analysis 0 2 14 28 1 3 23 45
Total Working Papers 8 25 132 704 19 59 308 1,338


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 1 6 74 2 5 25 236
Total Journal Articles 0 1 6 74 2 5 25 236


Statistics updated 2014-09-03